interesting view deadguy, howerver I would have to agree with the others on this one... The most performance increase will come by getting a Direct X 9 graphics card such as the 9800pro or my personal favourite the FX 5900.
Upgrading your proccy will obviously improve your performance but if you go the prescott route it isnt going to be cheap.
Pentium 4 2.8 with M0 stepping.
Only air cooling tho